Market Depth

This topic sends the latest market depth when it is updated.

market.$symbol$.depth.$type$

Topic Parameter

Parameter	Data Type	Required	Default Value	Description	Value Range
symbol	string	true	NA	Trading symbol	All supported trading symbols, e.g. btcusdt, bccbtc
type	string	true	step0	Market depth aggregation level, details below	step0, step1, step2, step3, step4, step5

Subscribe request

{
  "sub": "market.btcusdt.depth.step0",
  "id": "id1"
}

"type" Details

Value	Description
step0	No market depth aggregation
step1	Aggregation level = precision*10
step2	Aggregation level = precision*100
step3	Aggregation level = precision*1000
step4	Aggregation level = precision*10000
step5	Aggregation level = precision*100000

Response

{
  "id": "id1",
  "status": "ok",
  "subbed": "market.btcusdt.depth.step0",
  "ts": 1489474081631
}

Update Content

Field	Data Type	Description
bids	object	The current all bids in format [price, quote volume]
asks	object	The current all asks in format [price, quote volume]

Update example

{
  "ch": "market.btcusdt.depth.step0",
  "ts": 1489474082831,
  "tick": {
    "bids": [
    [9999.3900,0.0098], // [price, amount]
    [9992.5947,0.0560]
    // more Market Depth data here
    ],
    "asks": [
    [10010.9800,0.0099],
    [10011.3900,2.0000]
    //more data here
    ]
  }
}

Pull Request

Pull request is supported.

Pull Request

{
  "req": "market.btcusdt.depth.step0",
  "id": "id10"
}